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The hedged random forest

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When do Random Forests work?

stat.ML · 2025-04-17 · conditional · novelty 4.0

Randomizing split directions in forests helps when variance dominates bias, which occurs at low signal-to-noise ratio and with correlated covariates, but hurts when irrelevant covariates or fat-tailed features make bias dominant.

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  • When do Random Forests work? stat.ML · 2025-04-17 · conditional · none · ref 3

    Randomizing split directions in forests helps when variance dominates bias, which occurs at low signal-to-noise ratio and with correlated covariates, but hurts when irrelevant covariates or fat-tailed features make bias dominant.